The default location for user logon scripts is the NETLOGON share, which, by default, is replicated on all DC in your forest, and is physically located in:
%SystemRoot%\SYSVOL\sysvol\<domain DNS name>\scripts.
or
%SystemRoot%\SYSVOL_DFSR\sysvol\<domain DNS name>\scripts (for DFS-Based FRS since this is recommended from Server 2012R2+)
If you set a user logon script (ADUC > User > Properties > Logon > Logon-Script > hello.cmd), it is executed from NETLOGON.
"Official" best practice is:
store them along with the GPO, if you set it through GPO.
store them in NETLOGON, if you set it as a user property in AD.
